Wide-Step Uptrend Pullback, One Rung Only: Buy a >=8% Drop from the 10-Day High While Above the 200-Day SMA, Sell at +Same Step (ETH + ADA Binance Spot, 4H, long-only, single position per coin)

Source classification: (a) a concrete trading idea. Zero's post describes a 10-slice fixed-percentage inventory grid: put half the capital in, buy one slice every 5% down and sell one every 5% up, and treat the floating loss as the cost of 'building an ATM'. The author's yield claims are unverified. As written this is the dead inventory/grid family: grids, ladders and constant-mix designs died 5 of 5 in the newest 50 (lesson 171), and faithful ports of FMZ scripts are dead too (lesson 167). Two parts are worth keeping. First, the WIDE step: the author insists a round trip should capture at least 5%, which is ~25x the 0.20% spot round trip, unlike the tight-rung grids that died on fees. Second, the premise that the instrument 'will not collapse 100->10'. Here that premise becomes a market observation: price above its 200-day SMA, instead of the author's assumption. The restatement keeps ONE rung. There is no inventory stack, no averaging down and no rebalance band. A single position per coin is opened when price has fallen `step` below its 10-day closing high while the long trend is up. It takes profit at entry x (1+step), the grid's 'sell one slice per step up', and is cut at entry x (1-stop_mult*step), where the original grid would have bought more. Instruments: ETHUSDT.BINANCE_SPOT and ADAUSDT.BINANCE_SPOT, traded independently on 4H bars, each with its own position and no ranking. Spot fits a long-only, no-leverage design. BINANCE_SPOT is 11% of the corpus, below its 15% target. HONEST PRE-STUDY (point-in-time, OKX perp 4H bars as a proxy for the same coins, 2020-2026, 0.12% cost per trade): UNGATED fades in both directions LOSE on every coin and step: ETH -0.65%/trade, ADA -0.39%, SOL -1.00% at step 8%. The trend gate is what is doing the work, and only on the long side. Trend-gated long trades: ETH +0.65%/trade (n=140, step 8%, stop 1.5x) and +0.89% (n=86, step 10%); ADA +0.08% (n=197) and +0.17% (n=130); SOL -0.20% / +0.09%, so SOL was dropped. Mirror-image shorts lost on ETH, so this design is long-only. Yearly sums alternate in sign (ETH 2021/2022/2025 negative). That makes this a modest, fragile edge, and the predictions below are set to match.

Verification failed (Layer 2 — synthetic scenarios): Parameters used: ['step', 'sma_bars', 'alloc_pct', 'stop_mult', 'cash_buffer', 'min_notional', 'cooldown_bars', 'max_hold_bars', '_optimization_plan', 'high_lookback_bars'] Check that __init__ sets all attributes from self.parameters.get(). - steady_uptrend: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback. - steady_downtrend: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback. - flat_ranging: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback. - volatility_spike: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback. - zero_volume: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback. - price_gap: min_bars_required()=1201 exceeds self._max_bars=500: the bar buffer is trimmed to _max_bars, so the warm-up can never complete and calculate_signal() is never evaluated (the strategy would never trade). Fix: set self._max_bars >= min_bars_required() in __init__, or shorten the lookback.

Verification failed (Layer 4 — QA review) [class=code_defect]: - [edge_concern] Sandbox losses and stressed-regime weakness are advisory. Positive average percentage trade return alongside negative average dollar PnL warrants a notional-weighting and cost reconciliation before drawing profitability conclusions. - [critical] min_bars_required() returns 1201, but FactoryStrategy._maybe_process_primary() does not call calculate_signal() before that many primary bars arrive. The ETH rolling SMA is updated only inside calculate_signal(), so its first observation is bar 1201 and it becomes ready only at bar 2399. ADA updates its rolling SMA on every extra bar and becomes ready at bar 1200. Consequently ETH omits approximately 200 additional days of eligible signals and remains unprepared after the research contract's 1210-bar warmup. Increasing _max_bars fixes buffer capacity but does not fix indicator initialization. (line 93) — fix: Allow calculate_signal() to receive primary bars from the beginning, for example by returning 1 from min_bars_required() and retaining the existing rolling-readiness entry gate. Verify that both instruments have fully populated 1200-bar SMAs after the registered 1210-bar warmup, including reset-with-warmup evaluation boundaries.